+635.0%
HLT vs TSN
+106.7%
+528.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.6% | +1.4% | -3.9% | -3.0% |
| 30D | -2.6% | -6.2% | +3.5% | -1.1% |
| 3M | -9.4% | -5.7% | -3.7% | -8.3% |
| 6M | +2.7% | -11.4% | +14.1% | +5.4% |
| YTD | +6.8% | -8.2% | +14.9% | +8.2% |
| 1Y | +12.4% | -2.0% | +14.4% | +11.6% |
| 3Y | +100.2% | +11.9% | +88.3% | +88.3% |
| 5Y | +143.7% | -17.8% | +161.5% | +149.1% |
| 10Y | +584.9% | -5.7% | +590.6% | +547.6% |
| All | +635.0% | +106.7% | +528.3% | +512.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling